Ph.D. (IIT Kharagpur)
Qualification
Subhamitra Patra
History & Profile
Dr. Subhamitra Patra is an Assistant Professor in the area of Finance at Goa Institute of Management. She is a Ph.D. from IIT Kharagpur, and her thesis area focused on the issues of the adaptive stock markets across the continents. Her research interest includes International Financial Markets, Financial Integration, Financial Contagion, Market Microstructure, and Banking. Her research works have been published in leading academic journals, such as the International Journal of Productivity and Performance Management, Asia-Pacific Financial Markets, Journal of Quantitative Economics, Gold Bulletin, Asian Journal of Research in Banking and Finance, The IUP Journal of Bank Management, etc., which are listed in Australian Business Deans Council (ABDC), Scopus, and Web of science. She has also published a book in the area of the banking industry. She has presented her research works in several international and national conferences. Her teaching interest includes Financial Markets, Financial Management, Security Analysis and Portfolio Management, Financial Econometrics, Stock Market Investment, and Fixed Income Securities. She is a reviewer of several reputed academic journals like Bulletin of Monetary Economics and Banking, Journal of Financial Economics Policy, Asia-Pacific Financial Markets, and International Review of Financial Analysis.
Prior to joining GIM, she worked as an Assistant Professor of Finance and Economics for 2 years at the VIT University, Chennai.
Research Publications
Journals
- Patra, S., Hiremath G.S. (2024). Is there a time-varying nexus between stock market liquidity and informational efficiency? - A cross-regional evidence?, Studies in Economics and Finance, https://doi.org/10.1108/SEF-12-2022-0558.
- Bhuyan, B., Mohanty, R. K., and Patra, S. (2023). Impact of climate change on food security in India: an evidence from autoregressive distributed lag model, Environment, Development and Sustainability, 1-21, https://doi.org/10.1007/s10668-023-04139-3
- Patra, S., Hiremath G.S. (2022). An entropy approach to measure the dynamic stock market efficiency, Journal of Quantitative Economics, PP.1–49, https://doi.org/10.1007/s40953-022-00295-x .
- Bhuyan, B., Patra, S., & Bhuian, R. K. (2022). Measurement and determinants of total factor productivity: evidence from Indian banking industry. International Journal of Productivity and Performance Management, 71(7), 2970-2990, https://doi.org/10.1108/IJPPM-06-2019-0256 .
- Bhuyan, B., Patra, S., Bhuian, R. (2021). Do LBMA Gold Price Follow Random-Walk? Gold Bulletin, PP.1–9. https://doi.org/10.1007/s13404-021-00300-w .
- Bhuyan, B., Patra, S., Bhuian, R. (2020). Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. Asia-Pacific Financial Markets, 27(4), 605–619, https://doi.org/10.1007/s10690-020-09308-2 .
- Das, M.K., Patra, S. (2016). Productivity and Efficiency of Public Sector Banks in India after the Global Financial Crisis, The IUP journal of Bank Management, XV (2), 50-62.
- Das, M.K., Patra, S. (2016). Productivity and Efficiency of Private Sector Banks after Global Financial Crisis: Evidence from India, Asian Journal of Research in Banking and Finance, 6 (5), 1-14.
Books
- Patra, S., Das M.K. (2020). Productivity and Efficiency of Indian Banking Sectors: A DEA Approach, S.K. Book Agency, New Delhi, ISBN: 978-93-8896-732-7.
Book Chapter
- Patra, S., Pandey, T.N., Bhuyan, B. (2024). Stock Market Prediction Using Machine Learning: Evidence from India. Machine Learning Approaches in Financial Analytics. Intelligent Systems Reference Library, vol 254. Springer, Cham. https://doi.org/10.1007/978-3-031-61037-0_17.
Conferences
- Patra, S., Hiremath G.S. (2022), Is There a Time-varying Nexus between Stock Market Liquidity and Informational Efficiency? - A Cross-regional Evidence, 16th Bulletin of Monetary Economics and Banking (BMEB) International Conference and Call for Papers, Bank of Indonesia, Bali, Indonesia.
- Patra, S., Bhuyan B. (2022). From Stock Market Interdependence to Informational Efficiency: A Cross-Country Evidence from Bootstrap Panel Causality Approach, Annual event of finance research letters: CEMLA (Center for Latin American Monetary Studies) conference on New Advances in International Finance, Mexico.
- Patra, S., Hiremath G.S. (2019). Measurement and Ranking of the Stock Market Efficiency: A case of cross-continental Perspective, 8th international Conference on Economics and Finance Research (ICEFR), INSEEC Business School, Lyon Campus, France.
- Patra, S., Hiremath G.S. (2019). Are the stock markets adaptive? Evidence from the Approximate Entropy approach, 26th Annual Conference of the American Society of the Business and Behavioral Sciences, Las Vegas, USA.
- Patra, S., Hiremath G.S. (2018). Financial Contagion and Financial Crises: A cross-continental analysis of DCC-GARCH framework, International conference on the “New Directions in Economic Theory and Empirical Economics”, IIM Calcutta, India.
- Patra, S. (2018). Productivity and Efficiency in Indian Banking: A Comparison of Public, Private and Foreign Sector Banks, 3rd International Conference on Financial Markets and Corporate Finance (ICFMCF), IIT Kanpur, India.
- Patra, S., Hiremath G.S. (2018). The nexus between Financial Integration and Informational Efficiency of Stock Markets, UGC-SAP (DRS-II) Sponsored International Conference on “Globalization and Development”, Visva-Bharati, Santiniketan, India.
- Patra, S., Hiremath G.S. (2018). Stock Market Integration and Informational Efficiency: Some Further Evidence of International Capital Asset Pricing Model, accepted in 54th Annual Conference of the Indian Econometrics Society (TIES), Shri Mata Vishnodevi University, Katra, Jammu, India.
- Patra, S. (2016). Determinants of Non-Performing Assets in Indian Commercial Banks: Some Further Evidence of Dynamic Panel Model, 53rd Annual Conference of the Indian Econometrics Society (TIES), NISER, Bhubaneswar, India.
Experience
- From June 2021 to May 2023: Assistant Professor of Finance and Economics, VIT Business School, Vellore Institute of Technology, Chennai.
- Since May 2023: Assistant Professor of Finance, Goa Institute of Management.